Forecasting Price Relationships among U.S Tree Nuts Prices [PDF]
This paper investigates a vector auto regression model, using the Johansen cointegration technique, and the autoregressive integrated moving average time series models to determine the better model for forecasting US tree nut prices over the period 1992 ...
Florkowski, Wojciech J. +1 more
core +1 more source
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
Journal of Futures Markets, Volume 46, Issue 3, Page 529-544, March 2026.ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source
Multivariate Cointegration Technique Estimation of Health Demand Function: The Case of Croatia [PDF]
In this paper multivariate Johansen cointegration technique is used in order to estimate health demand function in Croatia. Empirical estimate is based on the theoretical foundation of Grossman's model.
Josip Tica, Šime Smolić
core
On the robustness of cointegration tests when series are fractionally integrated [PDF]
, 2000 This paper shows that when series are fractionally integrated, but unit root tests wrongly indicate that they are I(1), Johansen likelihood ratio (LR) tests tend to find too much spurious cointegration, while the Engle-Granger test presents a more robust
Gonzalo, Jesús, Lee, Tae-Hwy
core +2 more sources
Implications of Food Trade Policy for Domestic and International Food Price Volatility
Agricultural Economics, Volume 57, Issue 2, March 2026.ABSTRACT This article investigates the impact of food trade policies on domestic and international price volatility, focusing on rice and wheat markets. It posits that policymakers aim to minimize the political costs associated with changing domestic prices and those associated with deviating from political‐economy equilibria. The study uses price data,
Will Martin +2 more
wiley +1 more source
The Effect Of Government Consumption Expenditure And Investment Expenditure On PrivateInvestment In Iran (1971-2005) [PDF]
پژوهشهای اقتصادی, 2008 In this research , the effect of Iran’s government’s expenditures on private sector’s investment during the period between 1971 to 2005 has been investigated .
Alireza Kazerooni
doaj
Intertemporal solvency of Turkey’s current account [PDF]
We test for sustainability of Turkey’s current account position between 1992 and 2007 using the intertemporal solvency model of Hakkio and Rush (1991) and Husted (1992).
Ayla Ogus, Niloufer Sohrabji
core
Is There A Long-Run Relationship Between Taxation And Growth: The Case Of Turkey [PDF]
This paper empirically investigates long-run equilibrium relationship between economic growth and tax revenues in Turkey by using the bounds test and Johansen technique for cointegration.
Katircioglu, Salih Turan
core
Exchange Rate Volatility and Export Trade in Nigeria: An Empirical Investigation [PDF]
, 2008 The paper seeks to quantitatively assess the impact of exchange rate volatility on non oil export flows in Nigeria. Theoretically, volatility-trade link is ambiguous, although a strand of studies reported inverse link between export flow and volatility ...
Aliyu, Shehu Usman Rano
core +1 more source
Causality between Exports and Economic Growth: Investigating Suitable Trade Policy for Pakistan [PDF]
Eurasian Journal of Business and Economics, 2012 This study investigates causal relationship between GDP and exports for the period of 1975 to 2010. The aim of this study is to check affectivity of export promotion policy adopted by Pakistan during 1990s.
Shujaat ABBAS
doaj